GLENDALE, Ariz. - Ryan O'Reilly had a four-stitch cut over his left eye. Andre Benoit had a bandage covering the gash caused when he was hit with a stray puck.

But both players also scored goals for the Colorado Avalanche, and the come-from-behind 4-3 overtime win against the Phoenix Coyotes on Thursday night was worth the pain -- and the wait.

O'Reilly took a return pass from PA Parenteau during a 4-on-3 power play and beat Phoenix goalie Mike Smith under the blocker with 41.1 seconds left in overtime. Colorado has back-to-back wins against the Chicago Blackhawks and the Coyotes after a three-game losing streak.

Colorado let a 2-1 lead slip away in the third period when Phoenix got goals by Martin Hanzal and Antoine Vermette to take its first lead. But Cody McLeod swept home a Benoit rebound with 3:14 left in regulation to force overtime. O'Reilly finished it on Colorado's second power-play opportunity in OT.

"I just tried to get a shot off quick because [Smith] doesn't give you much," O'Reilly said after coming out of the training room. "It was a character win for us. We stuck with it. We gave up the lead in the third and McLeod gets a great, grinding goal by getting in the blue ice to tie it up."

Colorado goalie Semyon Varlamov made 41 saves, and the Avalanche snapped the Coyotes' eight-game home winning streak and moved to 14-0-0 when scoring first this season.

"This is a big win for us. It's not an easy team to play against, they are probably one of the best in the NHL," Colorado coach Patrick Roy said. "It would have been easy for us to feel sorry for ourselves when we got behind, but we were resilient.

"We're giving up too many shots … but when you play against one of the best teams, it's not the number of shots you care about, it's the win. Then you could care less about how many you give up."

Phoenix has not lost in regulation at home (9-0-2), but couldn't hold a late 3-2 lead. Smith made 27 saves.

"We did a lot of things very well. We controlled a lot of the play," coach Dave Tippett said. "We had something like 75 attempts at the net. But in a tight game, mistakes matter and when you put a team on the power play twice in overtime it usually comes back to bite you - and it did."

Michael Stone got the Coyotes on the board with a shot from the neutral zone that beat Varlamov late in the second period, and the Coyotes kept coming in the third. Two apparent Phoenix goals were waved off early in the period before Hanzal banged home the tying goal on his second try at 10:40.

Phoenix went ahead at 14:06 when Vermette got a nice bounce off the backboards from a wayward Keith Yandle shot and was all alone to slide home a power-play goal.

The lead lasted less than three minutes. Smith stopped Benoit's shot from the point, but McLeod outmuscled Rostislav Klesla for the rebound and swung a backhander along the ice and past Smith to tie the game.

Phoenix killed off Hanzal's charging penalty that carried into overtime but had to play shorthanded again when Yandle slashed Tyson Barrie on the hand with 1:35 left. O'Reilly cashed in to give Colorado its 16th win in 21 games this season.

Teams that were a combined 20-0-0 when leading after the first period this season were scoreless after the first 20 minutes. The Coyotes put 15 shots on Varlamov but failed to capitalize on a pair of power-play opportunities.

When the Avalanche got their turn on the power play early in the second, it was a different story. Stone was called for cross-checking 25 seconds after the opening faceoff, and Colorado needed seven seconds to cash in. Nathan McKinnon had his shot in the slot blocked by Derek Morris, but the deflection went right to Mitchell, who beat Smith from point-blank range.

The Avalanche doubled the lead at 15:50 when Benoit, who was hit in the chin by a puck earlier in the period and had to go off for repairs, found a cure for the pain: his first goal of the season. With Gabriel Landeskog screening Smith, Benoit took an O'Reilly pass at the top of the circles and put a high shot just inside the left post to make it 2-0.

Needing a lift, the Coyotes got one from red-hot Stone. He took a cross-ice pass from Kyle Chipchura, stepped into a big shot one step inside the red line, whistled the puck through the legs of Benoit and beat Varlamov to the stick side at 17:10. Stone's goal was his fourth in the past three games and seventh of the season, tying him with Erik Karlsson of the Ottawa Senators for the most among NHL defensemen.

Phoenix pressured Colorado in the third period but had two apparent goals waved off. At 2:28, Mikkel Boedker poked a puck through Varlamov's pads but referee Dave Jackson had blown the play dead an instant before the puck crossed the goal line. At 5:11, Oliver Ekman-Larsson's shot from the point went in; however, Coyotes forward David Moss, who was tangled up with Jan Hejda in the crease, was called for interfering with Varlamov.

But when Hanzal and Vermette scored 3:34 apart, the Coyotes had come all the way back and had their chance to close out the game.

"It's disappointing when you don't get those two points, there's no doubt," Vermette said. "We had a good push in the third and created a lot of chances for ourselves. It was a strange way to finish the game, putting ourselves 4-on-3 twice. That's something you want to take back."